+2,235.4%
VGT vs XPO
+4,745.7%
-2,510.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -0.4% | -10.4% | +9.9% | +1.1% |
| 3M | +6.6% | -15.7% | +22.3% | +9.0% |
| 6M | +31.0% | -6.3% | +37.4% | +31.8% |
| YTD | +27.2% | +34.2% | -6.9% | +21.4% |
| 1Y | +34.5% | +39.9% | -5.5% | +27.0% |
| 3Y | +123.1% | +155.2% | -32.1% | +91.3% |
| 5Y | +135.1% | +264.7% | -129.6% | +88.4% |
| 10Y | +803.4% | +1,500.1% | -696.7% | +517.2% |
| All | +2,235.4% | +4,745.7% | -2,510.4% | +1,333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling